Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 57,000 | 57,000 | 54,624 | 54,624 | 62,690 CHF | 63,236 CHF | 99.60% | 99.60% |
27/12/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 56,000 | 56,000 | 55,393 | 55,393 | 63,184 CHF | 63,738 CHF | 99.77% | 99.77% |
23/12/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 57,000 | 57,000 | 55,515 | 55,515 | 64,393 CHF | 64,948 CHF | 100.00% | 100.00% |
20/12/2024 | 0.85% | 1.13 CHF | 1.14 CHF | 57,000 | 57,000 | 56,280 | 56,280 | 66,030 CHF | 66,593 CHF | 100.00% | 100.00% |
19/12/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 57,000 | 57,000 | 54,579 | 54,579 | 60,820 CHF | 61,366 CHF | 100.00% | 100.00% |
18/12/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 56,000 | 56,000 | 53,607 | 53,607 | 55,473 CHF | 56,009 CHF | 100.00% | 100.00% |
17/12/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 54,924 CHF | 55,460 CHF | 100.00% | 100.00% |
16/12/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 55,000 | 55,000 | 53,067 | 53,067 | 49,385 CHF | 49,916 CHF | 100.00% | 100.00% |
13/12/2024 | 1.18% | 0.89 CHF | 0.90 CHF | 54,000 | 54,000 | 52,341 | 52,341 | 44,273 CHF | 44,797 CHF | 100.00% | 100.00% |
12/12/2024 | 1.39% | 0.80 CHF | 0.81 CHF | 53,000 | 53,000 | 51,069 | 51,069 | 36,807 CHF | 37,318 CHF | 100.00% | 100.00% |